+3.2%
AVTR vs LBRT
+38.0%
-34.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +2.7% | +8.7% | -6.1% | +1.7% |
| 30D | +12.1% | +6.6% | +5.4% | +11.0% |
| 3M | +57.2% | -34.5% | +91.7% | +63.9% |
| 6M | +73.1% | -24.5% | +97.6% | +76.1% |
| YTD | +30.6% | +12.7% | +17.9% | +25.4% |
| 1Y | +13.5% | +94.8% | -81.3% | -0.8% |
| 3Y | -31.0% | +31.9% | -62.9% | -38.0% |
| 5Y | -63.2% | +111.8% | -175.1% | -70.0% |
| All | +3.2% | +38.0% | -34.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling